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Tyler Shumway
Tyler Shumway
Professor of Finance, Brigham Young University
在 byu.edu 的电子邮件经过验证 - 首页
标题
引用次数
引用次数
年份
Forecasting bankruptcy more accurately: A simple hazard model
T Shumway
The journal of business 74 (1), 101-124, 2001
38422001
Good day sunshine: Stock returns and the weather
D Hirshleifer, T Shumway
The journal of Finance 58 (3), 1009-1032, 2003
25092003
Forecasting default with the Merton distance to default model
ST Bharath, T Shumway
The Review of Financial Studies 21 (3), 1339-1369, 2008
23882008
The delisting bias in CRSP data
T Shumway
The Journal of Finance 52 (1), 327-340, 1997
14741997
Expected option returns
JD Coval, T Shumway
The journal of Finance 56 (3), 983-1009, 2001
9982001
Do behavioral biases affect prices?
JD Coval, T Shumway
The Journal of Finance 60 (1), 1-34, 2005
9832005
The delisting bias in CRSP's Nasdaq data and its implications for the size effect
T Shumway, VA Warther
The Journal of Finance 54 (6), 2361-2379, 1999
6941999
Learning by trading
A Seru, T Shumway, N Stoffman
The Review of Financial Studies 23 (2), 705-739, 2010
6772010
Forecasting default with the KMV-Merton model
ST Bharath, T Shumway
AFA 2006 Boston Meetings Paper, 2004
3482004
Can individual investors beat the market?
JD Coval, DA Hirshleifer, T Shumway
HBS finance working paper, 2005
2752005
Peer effects in risk aversion and trust
KR Ahern, R Duchin, T Shumway
The Review of Financial Studies 27 (11), 3213-3240, 2014
1802014
Is sound just noise?
JD Coval, T Shumway
The Journal of Finance 56 (5), 1887-1910, 2001
1732001
Does disposition drive momentum?
T Shumway, G Wu
AFA 2006 Boston meetings paper, 2005
1652005
Investor sophistication, and the participation, home bias, diversification, and employer stock puzzles
M Kimball, T Shumway
Unpublished Manuscript, University of Michigan, 2006
1602006
Investor sophistication and the home bias, diversification, and employer stock puzzles
MS Kimball, T Shumway
Diversification, and Employer Stock Puzzles (January 29, 2010), 2010
1382010
Pricing kernel monotonicity and conditional information
M Linn, S Shive, T Shumway
The Review of Financial Studies 31 (2), 493-531, 2018
862018
Explaining returns with loss aversion
T Shumway
Available at SSRN 58442, 1997
801997
The information content of revealed beliefs in portfolio holdings
T Shumway, M Szefler, K Yuan
January) University of Michigan working paper, 2009
422009
The premium for default risk in stock returns
T Shumway
(No Title), 1996
271996
Size, overreaction, and book-to-market effects as default premia
T Shumway
Available at SSRN 7996, 1996
251996
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